Online Appendix: High Frequency News in the European Financial Crisis

This is the internet appendix for "High Frequency Newswire Textual Sentiment Analysis: Evidence from International Stock Markets during the European Financial Crisis". The paper "High Frequency Newswire Textual Sentiment Analysis: Evidence from International Stock Markets during the European Financial Crisis" to which this Appendix applies is available at: http://ssrn.com/abstract=2572597.